+512.7%
ASTS vs MCK
+588.7%
-76.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -3.9% | -2.9% | -1.0% | -4.0% |
| 30D | -19.4% | +0.4% | -19.9% | -19.4% |
| 3M | -38.6% | +12.1% | -50.7% | -38.7% |
| 6M | -32.1% | -5.4% | -26.7% | -31.5% |
| YTD | -17.6% | +7.8% | -25.4% | -17.2% |
| 1Y | +56.0% | +22.9% | +33.1% | +55.1% |
| 3Y | +1,438.8% | +110.7% | +1,328.1% | +1,345.0% |
| 5Y | +412.9% | +346.2% | +66.8% | +339.0% |
| All | +512.7% | +588.7% | -76.0% | +406.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MCK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling